deribit_basis_zscore_reversion_fear_gate_long_v2 · strategy

147

closed trades

41%

win rate

-525.56

total pnl ($)

0.250

weight

7d window — n=37 wr=30% pnl=-188.20 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 14:39	BTC	Buy	59550→58611.1	-8.37	timeout
06-30 11:37	BTC	Buy	59925→59142	-6.96	timeout
06-30 09:58	BTC	Buy	60016→59354	-5.95	timeout
06-30 08:27	BTC	Buy	59785→59372	-3.86	timeout
06-30 01:06	BTC	Buy	59537→59815	+1.95	timeout
06-29 07:49	BTC	Buy	60212→60028	-1.98	timeout
06-28 22:53	BTC	Buy	60328→58844.6	-12.76	stop_loss
06-28 20:55	BTC	Buy	60247→59629	-5.57	timeout
06-28 19:52	BTC	Buy	60157→59336	-7.25	timeout
06-28 18:48	BTC	Buy	60495→59537	-8.34	timeout
06-28 08:06	BTC	Buy	60425→60141	-2.81	timeout
06-28 06:56	BTC	Buy	60339→59965	-3.53	timeout
06-27 20:37	BTC	Buy	59583→60232	+5.06	timeout
06-27 19:38	BTC	Buy	59892→60098	+1.32	timeout
06-27 15:41	BTC	Buy	60415→60793	+2.69	timeout
06-27 02:44	BTC	Buy	58761.9→60268	+12.35	timeout
06-26 19:25	BTC	Buy	59257→59906	+4.91	timeout
06-26 15:06	BTC	Buy	59150→59587	+3.19	timeout
06-26 14:15	BTC	Buy	59339→59918	+4.38	timeout
06-26 13:19	BTC	Buy	59983→58505.8	-12.78	stop_loss
06-26 02:16	BTC	Buy	59905→58431.8	-12.73	stop_loss
06-26 02:13	BTC	Buy	60158→58678.7	-12.74	stop_loss
06-25 18:04	BTC	Buy	59436→59607	+1.02	timeout
06-25 13:58	BTC	Buy	59612→58144	-12.70	stop_loss
06-25 13:54	BTC	Buy	60017→58540.8	-12.69	stop_loss
06-25 13:53	BTC	Buy	60292→58802.6	-12.74	stop_loss
06-25 13:48	BTC	Buy	60795→59299.4	-12.71	stop_loss
06-24 17:20	BTC	Buy	60924→59419.3	-12.78	stop_loss
06-24 16:51	BTC	Buy	61428.1→59867.1	-13.13	stop_loss
06-24 14:17	BTC	Buy	62589.1→61048.4	-12.76	stop_loss
06-24 13:57	BTC	Buy	62769.1→61224.3	-12.75	stop_loss
06-24 13:44	BTC	Buy	62903.1→61355.2	-12.75	stop_loss
06-24 09:53	BTC	Buy	62375.1→62673.9	+1.87	timeout
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.54	timeout
06-24 07:51	BTC	Buy	62899.1→62640.9	-2.55	timeout
06-24 06:50	BTC	Buy	62922.1→62710.9	-2.18	timeout
06-24 05:49	BTC	Buy	63362.2→62910.9	-4.07	timeout
06-23 06:21	BTC	Buy	64144.2→62565.6	-12.76	stop_loss
06-23 06:21	BTC	Buy	64137.2→62554.6	-12.82	stop_loss
06-23 06:08	BTC	Buy	64712.2→63117.3	-12.80	stop_loss
06-23 06:06	BTC	Buy	64848.2→63251.2	-12.78	stop_loss
06-23 05:22	BTC	Buy	65078.3→63478.1	-12.77	stop_loss
06-23 01:49	BTC	Buy	64524.2→63945.8	-4.90	timeout
06-22 14:27	BTC	Buy	64012.2→65004.7	+7.16	timeout
06-22 11:26	BTC	Buy	64309.2→64338.8	-0.34	timeout
06-22 06:10	BTC	Buy	64177.2→64269.8	+0.25	timeout
06-22 03:36	BTC	Buy	64290.2→64189.8	-1.31	timeout
06-22 00:46	BTC	Buy	64256.2→63964.8	-2.73	timeout
06-21 14:14	BTC	Buy	63212.2→64028.8	+6.08	timeout
06-21 10:49	BTC	Buy	63632.2→64357.8	+5.21	timeout
06-21 05:23	BTC	Buy	63701.2→64232.8	+3.73	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 22:25	BTC	Buy	63272.2→64152.8	+6.51	timeout
06-20 02:37	BTC	Buy	62901.1→63354.8	+3.16	timeout
06-20 01:34	BTC	Buy	62834.1→63553.8	+5.27	timeout
06-20 00:34	BTC	Buy	63013.2→63640.8	+4.49	timeout
06-19 21:27	BTC	Buy	62923.1→63148.8	+1.29	timeout
06-19 20:25	BTC	Buy	63104.2→63016.8	-1.18	timeout
06-18 15:57	BTC	Buy	63899.2→62293.7	-12.88	stop_loss
06-18 15:57	BTC	Buy	63907.2→62293.7	-12.93	stop_loss
06-18 15:53	BTC	Buy	64019.2→62438.6	-12.78	stop_loss
06-18 15:51	BTC	Buy	64159.2→62574.6	-12.79	stop_loss
06-18 15:39	BTC	Buy	64386.2→62801.4	-12.74	stop_loss
06-18 09:21	BTC	Buy	64975.2→64418.8	-4.77	timeout
06-18 04:11	BTC	Buy	65408.3→63799.9	-12.75	stop_loss
06-17 19:50	BTC	Buy	65599.3→63985.8	-12.76	stop_loss
06-17 19:33	BTC	Buy	65703.3→64415.8	-10.29	timeout
06-17 19:29	BTC	Buy	66050.3→64424.5	-12.76	stop_loss
06-17 18:34	BTC	Buy	65906.3→65341.7	-4.84	timeout
06-17 16:27	BTC	Buy	65717.3→66214.7	+3.38	timeout
06-17 08:20	BTC	Buy	66821.3→65178.1	-12.72	stop_loss
06-17 06:56	BTC	Buy	66493.3→65599.7	-7.20	timeout
06-16 19:23	BTC	Buy	66513.3→65669.7	-6.87	timeout
06-16 18:04	BTC	Buy	66782.3→66167.7	-5.13	timeout
06-16 15:42	BTC	Buy	66862.3→65847.7	-8.11	timeout
06-16 08:05	BTC	Buy	65716.3→66341.7	+4.34	timeout
06-16 06:10	BTC	Buy	65849.3→66142.7	+1.83	timeout
06-15 13:29	BTC	Buy	64282.2→66823.7	+19.34	timeout
06-15 13:22	BTC	Buy	64057.2→66869.7	+21.52	take_profit
06-15 12:25	BTC	Buy	64480.2→66266.7	+13.42	timeout
06-15 07:00	BTC	Buy	64265.2→65771.7	+11.25	timeout
06-15 03:34	BTC	Buy	64507.2→65696.7	+8.74	timeout
06-14 12:42	BTC	Buy	63997.2→64319.8	+2.08	timeout
06-14 07:52	BTC	Buy	63809.2→64386.8	+4.07	timeout
06-14 06:09	BTC	Buy	63570.2→64437.8	+6.39	timeout
06-14 04:40	BTC	Buy	63583.2→64398.8	+6.01	timeout
06-14 01:48	BTC	Buy	63790.2→64603.8	+5.96	timeout
06-13 12:20	BTC	Buy	63578.2→63917.8	+2.14	timeout
06-13 07:24	BTC	Buy	63017.2→63709.8	+5.04	timeout
06-13 05:23	BTC	Buy	63473.2→63537.8	+0.07	timeout
06-12 17:39	BTC	Buy	63203.2→63826.8	+4.47	timeout
06-12 13:44	BTC	Buy	62918.1→63122.8	+1.11	timeout
06-12 10:36	BTC	Buy	62890.1→63676.8	+5.71	timeout
06-12 06:47	BTC	Buy	62823.1→62967.9	+0.66	timeout
06-12 02:02	BTC	Buy	62202.1→63466.8	+9.60	timeout
06-11 16:03	BTC	Buy	62518.1→62720.9	+1.08	timeout
06-11 10:33	BTC	Buy	61371.1→62852.9	+11.47	timeout
06-11 09:29	BTC	Buy	61181.1→62788.9	+12.55	timeout
06-10 16:30	BTC	Buy	61013.1→62250.9	+9.60	timeout
06-10 15:28	BTC	Buy	61395.1→62273.9	+6.66	timeout

Paper vs Live

Paper (trades.jsonl)

147

closed

41%

win rate

-525.56

total pnl ($)

-71.3 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	147	41%	-71.3	-525.56

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…